it's a dynamic link library, like a collection of useful items that a programmer can use to create something with their program and to save reinventing the same code over and over again (that is why file->save boxes all look the same, for example); however the second part of the question depends on the context... what program prompted it, or after what actions?
It will be linked to a program. The error message happens when you open the program probably ?
Re-install the program'
These things happen often and there is nothing illegal about them.
The system DLL user32.dll was relocated in memory. The application will not run properly. The relocation occurred because the DLLC:\WINDOWS\system 32\HHCTRL.OCX occupied an address range reserved for Windows DLLs. The vendor supplying the DLL should be contacted for a new DLL.
a lot of people have been getting this since a windows update, but its simply fixed.